Hugo LANCE

En résumé

Entreprises

• HSBC - VIE Valuation Control

  Paris 2015 - maintenant - Monitoring of the Permitted Instruments
  - Check all off markets in order to provide an explanation
  - Analysis of the Libor/Ois adjustment (CSA)
  - Control of the PnL on rates and derivatives products (analysis by the greeks)
  - Daily Independent Price Verification of the USD and CAD curves
  - Help on the new structure of the CAD curve (from a monetary and swap curve to a monetary, future and swap structure curve) and the estimation of an independent convexity for the daily CAD IPV.
  - Computation of the CME/LCH reserve
  - Computation of the IPV reserve
  - Computation of the Bid/Ask reserve
  - Automation via VBA of quite a few tools allowing the team to pinpoint issues and discrepancies regarding the PnL (reconciliation FO batch and Valuation control batch), to compute Libor/Ois adjustment, to create report and emails for the management. Liaising with traders, QRVG, IT, accounting and middle office.
  

• Crédit Agricole CIB - Market Activity Monitoring

  Montrouge 2015 - 2015 - PnL monitoring on credit products (Bond, CDS, Swap, FX products)
  - Follow up any issues regarding the PnL (mispricing, misbooking, discrepancy with the trader estimate)
  - Creation of a VBA file in order to breakdown a reserve into parts and allow the controllers to pinpoint which variable is the root cause of the reserve move (sensitivity allocation facing a counterparty from a bank level to a book level), liaising with IT and traders at the time.
  - Automation using user forms and VBA explorer so as to make easier and faster the daily workflow.

• HSBC - Inspector of financial products (Vanilla rates)

  Paris 2013 - 2014 - Analysis and explanation of the daily P&L and the operations of the previous day
  - Implementation of prices control about FX products (VBA, SQL)
  - Computation of the seasonality reserve
  - Help on the new PVAL (Prudent Valuation Reserve) methodology

• ERAFP - Assistant for the financial department

  PARIS 8 2013 - 2013 - Creation of tools to analyze the group's portfolio by countries and maturities (VBA)
  - Constitution of some reports about the economic situations of some countries
  - Automation of the group's report and the management of the new operations

• BNP Paribas Securities Services - Intern

  Pantin 2012 - 2012 Completion of the mapping of operational risks (internal control) via VBA. Tool for managing
  operational risks for the group and control for the financial authorities

Formations

• Kaplan International Colleges (Londres)

  Londres 2014 - 2015

• Université Paris Dauphine Master 2 Banque d'Investissement et de Marché

  Paris 2013 - 2014 Master’s degree in Investments and Market Banks, with honors, Derivatives, Rate and Currency markets
  
  Certificate : AMF

• Université Paris Dauphine

  Paris 2012 - 2013 Postgraduate (MA/MS) in Applied Economics, Financial Engineering, with honors, Derivatives and risk management, Stochastic calculus, Interest rate risk
  
  Report : Pricing of an American Put by Longstaff-Schwartz’s methodology

• Université Paris Dauphine

  Paris 2011 - 2012 Bachelor's degree in Applied Economics, Financial Engineering, with honors, Products and Financial Markets, Accounting, Statistics, Computers Sciences

Réseau

• Amine LANCE

• Elsa SEKNAGI

• Jean Daniel DA ROCHA FERNANDES

• Jonathan COINT

• Louis BERTELOOT

• Lucas FLEURENTIN

• Mina PAN

• Norika NUT

• Said LOUZIR

• Steven MABILLE